+3,076.9%
FTAI vs AWK
+132.0%
+2,944.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.9% | +3.5% |
| 7D | -5.2% | -2.1% | -3.1% | -5.0% |
| 30D | -17.9% | +2.1% | -20.0% | -18.1% |
| 3M | -22.7% | +11.4% | -34.1% | -23.9% |
| 6M | -28.0% | +3.9% | -31.9% | -28.6% |
| YTD | -5.0% | +7.7% | -12.6% | -6.4% |
| 1Y | +10.4% | +1.3% | +9.1% | +9.6% |
| 3Y | +425.2% | +7.2% | +418.1% | +404.9% |
| 5Y | +890.3% | -17.0% | +907.4% | +896.4% |
| All | +3,076.9% | +132.0% | +2,944.9% | +2,759.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling